Course Outline
Fall 2012 Econometrics I has details about diary
Listing of
Diary Assignments for Econometrics I
Notes on Using Excel for Matrix Operations
Excel for Stat Distributions instead of usual Tables
Regression of
pie sales on price and advertising
expenses Using R
Detailed Notes on Using FREE SOFTWARE CALLED R
Easy reference card for R language
Short Paper on Econoemtrics in R by Farnsworth
Some
R programs for regression, ridge regression, etc.
Survey of Program Names in R
List of Functions for Regression in R
R
programs for GLS
Comprehensive Class Notes on Matrix Algebrapart1
Comprehensive Class Notes on Matrix Algebrapart2
Termpaper
example
Regression Algebra and Restricted Least Sq
Hypothesis Testing and Greene’s Gasoline example
Maximum Lkhd Estimation Theory and Fair’s Application
Parametric and nonparametric bootstrap example in R
SimpleBootstrap
Example, DoubleSharpeRatio
Data
for the Bootstrap Example, Excel file for Double Sharpe Ratio
Table of properties of basic distributions
Course Outline
Spring 2009 Econometrics II
Listing of
Diary Assignments for Econometrics II
Simultaneous Equation Models powerpoint
Rlanguage Klein I model software and discussion
Quiz Hints Klein model Simult. eq. models
uncoveredintparity
uip.data
Class Notes Time Series Analysis or its Exp Software
Version
Financial Econ.
And Martingale
Cointegration Notes
Download
Cointegration Overheads Download
(Coint.files Need special fonts).

Information and Data Sources on the Web
DavidsonMcKinnon book chapter 2 notes
SingualarValue Decomposition and Ridge Regression
Notes
DavidsonMcKinnon book chapter 3 notes
DavidsonMcKinnon book chapter 4 notes
DavidsonMcKinnon book chapter 5 notes
Alan G Isaac has useful site for all
economics related software including Gauss at
http://www.american.edu/cas/econ/soft.htm
Unit Root papers by Vinod Download
summary.
Download
Logit Probit etc. notes
Download
Limited Dep.notes.
Download
LIMDEP computer package installation etc. notes.
Autoregressive and Distributed Lag Models
Student Term
Paper Topics Spring 2005
Checklist for Replicators
Simple two equation macro economic model as a simultaneous
equation model to illustrate structure and reduced form in matrix notation.
Two stage least squares viewed as GLS
Two stage least squares as special case of
kclass estimator
Simultaneous equations IV estimation, indirect least
squares and formal identification condition.
three
stage least squares as GLS
Rsoftware3slsKmentademandsupplyexample
R software for Klein I model by John. Fox
Gauss Software for Klein I model by Mr.Uldis
Writing Klein I model as simult. eq. model in matrix
notation
Unit Root and Cointegration tests in R examples
ChickenEggs cointegration example in R
Logit
Notes
Maximum Entropy Boot Notes
Free word
processing including WinShell interface is given in
LATEX help
Presentation Software called BEAMER
A dissertation template zip file
useful for any Fordham Dissertation by A. Talha
Yalta
http://www.latextemplates.com/template/mastersdoctoralthesis
also has a very good template. page size needs to be changed in pdftex.cfg
configuration file
